Description
Rates/Pricing Developer / FX / Contract / London / £550-£650pdMy client a top tier investment bank is looking for a C# Developer with strong Rates & Pricing experience to join their expanding team based in London.
The technology stack is primarily C#, WPF and SQL Server 2008 R2. The candidate will be expected to liaise with trading, sales, back office/ market operations users and technicians in other development teams.
You will be working a senior front office developer for the business developing their pricing and risk solutions. The primary development languages is C# and VBA.
You will have strong multi-threaded skills for use of C# WPF FX Forwards Pricer
Experienced working with live market data analysis and scenario based PnL impact tools delivered in a C# application to the desk.
You will have been part of successful migration of a trader spreadsheet into a contribution application for deposit rates to Bloomberg and Reuters via a WPF application.
Significant experience working as a front office developer for interactive pricing applications, with experience working with quant libraries and interacting with trade capturing and market data systems
Strong .NET / C# development skills and UI development skills
Good knowledge of Excel and VBA as you will be responsible for the maintenance of the existing Rates Pricer application, which is largely written in VBA. The Rates Pricer application covers pricing of most common rates products, including swaps, swaptions, caps / floors and other variants.
Your primary focus is FX, but the role required detailed knowledge of interest rate swaps, bonds and Options. Most projects are a tactical motivation; you will be responsible for the re-architecture of an N-Tier market data service for the FX asset class, moving them ideally off their spreadsheet market data solution on to a more reliable C# WCF/MSSQL Server service; as well as the continued maintenance and improvement objectives. This service sources live real-time market data from both Reuters and Bloomberg.
The candidate must be able to work in a highly dynamic environment with demanding users. The successful candidate will gain excellent exposure to the business area and products as well as the opportunity to work in a technically challenging, delivery focused environment.
They're offering 6 month rolling contract and they're looking at taking someone on in the next 1-4 weeks time. If you're interested then please email me your up to date CV.
Rates/Pricing Developer / FX / Contract / London / £550-£650pd